This code is a work in progress for a max relevance min redundancy for feature selection. This code is based on ideas presented in the work done by Peng et al.
Hanchuan Peng, Fuhui Long and C. Ding, "Feature selection based on mutual information criteria of max-dependency, max-relevance, and min-redundancy," in IEEE Transactions on Pattern Analysis and Machine Intelligence, vol. 27, no. 8, pp. 1226-1238, Aug. 2005.